+432.5%
EWZ vs WCC
+3,550.3%
-3,117.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.0% |
| 7D | +6.5% | +4.5% | +2.0% | +4.9% |
| 30D | +4.8% | -5.8% | +10.6% | +6.6% |
| 3M | +9.9% | -3.7% | +13.5% | +10.2% |
| 6M | +1.9% | +23.1% | -21.1% | -6.3% |
| YTD | +20.3% | +44.2% | -23.8% | +4.6% |
| 1Y | +35.6% | +62.1% | -26.5% | +12.5% |
| 3Y | +43.4% | +121.1% | -77.7% | 0.0% |
| 5Y | +55.9% | +214.0% | -158.0% | -10.1% |
| 10Y | +84.2% | +472.8% | -388.6% | -23.4% |
| All | +432.5% | +3,550.3% | -3,117.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling